public static OrderBookDepth ParseOrderBookDepth(string data, int limit)
{
/*
* {
* "result": {
* "asks": [[8474.0, 2.5738], [8476.5, 2.6028]],
* "bids": [[8473.5, 1.1804], [8473.0, 73.913]]
* },
* "success": true
* }
*/
var token = ParserHelpers.Parse(data);
var errorRes = ParseErrors(token);
if (errorRes.ErrorAvaliable)
{
return(new OrderBookDepth(errorRes.Message, errorRes.Code));
}
token = token["result"];
var asks = new OrderBookData[limit];
var bids = new OrderBookData[limit];
var askToken = token["asks"];
var bidToken = token["bids"];
int counter = 0;
foreach (var ask in askToken)
{
var p = ParserHelpers.ParseDecimal(ask[0]);
var a = ParserHelpers.ParseDecimal(ask[1]);
asks[counter] = new OrderBookData(p, a);
counter++;
}
counter = 0;
foreach (var bid in bidToken)
{
var p = ParserHelpers.ParseDecimal(bid[0]);
var a = ParserHelpers.ParseDecimal(bid[1]);
bids[counter] = new OrderBookData(p, a);
counter++;
}
return(new OrderBookDepth(bids, asks));
}
public static AccountInfo ParseAccountInfo(string result)
{
/*
* {
* "result": {
* "backstopProvider": false,
* "chargeInterestOnNegativeUsd": true,
* "collateral": 682192.2800554956,
* "freeCollateral": 520667.73680795176,
* "initialMarginRequirement": 0.06967024123125505,
* "leverage": 20.0,
* "liquidating": false,
* "maintenanceMarginRequirement": 0.04182233133201594,
* "makerFee": -0.0001,
* "marginFraction": 0.3164937566252949,
* "openMarginFraction": 0.3104009884200521,
* "positionLimit": null,
* "positionLimitUsed": null,
* "positions": [{
* "collateralUsed": 624.8008875,
* "cost": -12506.597,
* "entryPrice": 6.502,
* "estimatedLiquidationPrice": 314.82111921281233,
* "future": "ETC-PERP",
* "initialMarginRequirement": 0.05,
* "longOrderSize": 161.7,
* "maintenanceMarginRequirement": 0.03,
* "netSize": -1923.5,
* "openSize": 1923.5,
* "realizedPnl": 1008.65163425,
* "shortOrderSize": 0.0,
* "side": "sell",
* "size": 1923.5,
* "unrealizedPnl": 10.57925
* }, {
* "collateralUsed": 516.531463875,
* "cost": -10342.370535,
* "entryPrice": 0.015415,
* "estimatedLiquidationPrice": 0.8993396236164252,
* "future": "TRX-PERP",
* "initialMarginRequirement": 0.05,
* "longOrderSize": 0.0,
* "maintenanceMarginRequirement": 0.03,
* "netSize": -670929.0,
* "openSize": 670929.0,
* "realizedPnl": -7183.70970352,
* "shortOrderSize": 0.0,
* "side": "sell",
* "size": 670929.0,
* "unrealizedPnl": 11.7412575
* }
* ],
* "takerFee": 0.00015,
* "totalAccountValue": 683363.9439884955,
* "totalPositionSize": 2159170.3775615,
* "useFttCollateral": true,
* "username": "******"
* },
* "success": true
* }
*/
var token = ParserHelpers.Parse(result);
var errorRes = ParseErrors(token);
if (errorRes.ErrorAvaliable)
{
return(new AccountInfo(errorRes.Message, errorRes.Code));
}
token = token["result"];
var backstopProvider = ParserHelpers.ParseBool(token["backstopProvider"]);
var chargeInterestOnNegativeUsd = ParserHelpers.ParseBool(token["chargeInterestOnNegativeUsd"]);
var collateral = ParserHelpers.ParseDecimal(token["collateral"]);
var freeCollateral = ParserHelpers.ParseDecimal(token["freeCollateral"]);
var initialMarginRequirement = ParserHelpers.ParseDecimal(token["initialMarginRequirement"]);
var leverage = ParserHelpers.ParseDecimal(token["leverage"]);
var liquidating = ParserHelpers.ParseBool(token["liquidating"]);
var maintenanceMarginRequirement = ParserHelpers.ParseDecimal(token["maintenanceMarginRequirement"]);
var makerFee = ParserHelpers.ParseDecimal(token["makerFee"]);
var marginFraction = ParserHelpers.ParseDecimal(token["marginFraction"]);
var openMarginFraction = ParserHelpers.ParseDecimal(token["openMarginFraction"]);
var takerFee = ParserHelpers.ParseDecimal(token["takerFee"]);
var totalAccountValue = ParserHelpers.ParseDecimal(token["totalAccountValue"]);
var totalPositionSize = ParserHelpers.ParseDecimal(token["totalPositionSize"]);
var useFttCollateral = ParserHelpers.ParseBool(token["useFttCollateral"]);
var username = ParserHelpers.ParseString(token["username"]);
var positions = token["positions"];
var positionsList = new List <AccountInfo.AccountPosition>();
foreach (var pos in positions)
{
var collateralUsed = ParserHelpers.ParseDecimal(pos["collateralUsed"]);
var cost = ParserHelpers.ParseDecimal(pos["cost"]);
var entryPrice = ParserHelpers.ParseDecimal(pos["entryPrice"]);
var estimatedLiquidationPrice = ParserHelpers.ParseDecimal(pos["estimatedLiquidationPrice"]);
var posInitialMarginRequirement = ParserHelpers.ParseDecimal(pos["initialMarginRequirement"]);
var longOrderSize = ParserHelpers.ParseDecimal(pos["longOrderSize"]);
var posMaintenanceMarginRequirement = ParserHelpers.ParseDecimal(pos["maintenanceMarginRequirement"]);
var netSize = ParserHelpers.ParseDecimal(pos["netSize"]);
var openSize = ParserHelpers.ParseDecimal(pos["openSize"]);
var realizedPnl = ParserHelpers.ParseDecimal(pos["realizedPnl"]);
var shortOrderSize = ParserHelpers.ParseDecimal(pos["shortOrderSize"]);
var size = ParserHelpers.ParseDecimal(pos["size"]);
var unrealizedPnl = ParserHelpers.ParseDecimal(pos["unrealizedPnl"]);
var future = ParserHelpers.ParseString(pos["future"]);
var side = ParserHelpers.ParseString(pos["side"]);
var ap = new AccountInfo.AccountPosition()
{
CollateralUsed = collateralUsed,
Cost = cost,
EntryPrice = entryPrice,
EstimatedLiquidationPrice = estimatedLiquidationPrice,
Future = future,
InitialMarginRequirement = posInitialMarginRequirement,
LongOrderSize = longOrderSize,
MaintenanceMarginRequirement = posMaintenanceMarginRequirement,
NetSize = netSize,
OpenSize = openSize,
RealizedPnl = realizedPnl,
ShortOrderSize = shortOrderSize,
Side = side,
Size = size,
UnrealizedPnl = unrealizedPnl,
};
positionsList.Add(ap);
}
return(new AccountInfo()
{
BackstopProvider = backstopProvider,
ChargeInterestOnNegativeUsd = chargeInterestOnNegativeUsd,
Collateral = collateral,
FreeCollateral = freeCollateral,
InitialMarginRequirement = initialMarginRequirement,
Leverage = leverage,
Liquidating = liquidating,
MaintenanceMarginRequirement = maintenanceMarginRequirement,
MakerFee = makerFee,
MarginFraction = marginFraction,
OpenMarginFraction = openMarginFraction,
TotalPositionSize = totalPositionSize,
Positions = positionsList,
TakerFee = takerFee,
TotalAccountValue = totalAccountValue,
UseFttCollateral = useFttCollateral,
Username = username
});
}
public static PlaceOrderInfo ParseOrderInfo(string result)
{
/*
* {
* "result": {
* "avgFillPrice": null,
* "clientId": "545198491015452514510154989745",
* "createdAt": "2020-04-30T10:31:49.114165+00:00",
* "filledSize": 0.0,
* "future": "ADA-PERP",
* "id": 4976240395,
* "ioc": false,
* "liquidation": false,
* "market": "ADA-PERP",
* "postOnly": true,
* "price": 0.048955,
* "reduceOnly": false,
* "remainingSize": 27497.0,
* "side": "sell",
* "size": 27497.0,
* "status": "new",
* "type": "limit"
* },
* "success": true
* }
*/
var token = ParserHelpers.Parse(result);
var errorRes = ParseErrors(token);
if (errorRes.ErrorAvaliable)
{
return(new PlaceOrderInfo(errorRes.Message, errorRes.Code));
}
token = token["result"];
var future = ParserHelpers.ParseString(token["future"]);
var market = ParserHelpers.ParseString(token["market"]);
var orderId = ParserHelpers.ParseString(token["id"]);
var clientId = ParserHelpers.ParseString(token["clientId"]);
var side = EnumParser.ParseSide(token["side"]);
var price = ParserHelpers.ParseDecimal(token["price"], true);
var size = ParserHelpers.ParseDecimal(token["size"]);
var filledSize = ParserHelpers.ParseDecimal(token["filledSize"]);
var remainingSize = ParserHelpers.ParseDecimal(token["remainingSize"]);
var ioc = ParserHelpers.ParseBool(token["ioc"]);
var reduceOnly = ParserHelpers.ParseBool(token["reduceOnly"]);
var liquidation = ParserHelpers.ParseBool(token["liquidation"]);
var postOnly = ParserHelpers.ParseBool(token["postOnly"]);
var createdAt = ParserHelpers.ParseDateTime(token["createdAt"]);
var status = EnumParser.ParseOrderStatus(token["status"]);
var type = EnumParser.ParseOrderType(token["type"]);
return(new PlaceOrderInfo()
{
Size = size,
Side = side, Future = future,
AvgFillPrice = filledSize,
ClientId = clientId,
FilledSize = filledSize,
Id = orderId,
Market = market,
Price = price,
Status = status,
Type = type,
Ioc = ioc,
ReduceOnly = reduceOnly,
Liquidation = liquidation,
PostOnly = postOnly,
RemainingSize = remainingSize,
CreatedAt = createdAt
});
}